Risk Model Oversight Expert

224

Not specified; 13th month salary included; 8% holi...
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6-12 years credit risk modelling experience
Expertise in irb and ifrs 9 frameworks
Group-level regulatory model oversight
** The job posting is for a Risk Model Oversight Expert at ING, focusing on regulatory credit risk models, including IRB and IFRS 9. The role involves oversight of model changes, interactions with the ECB and external auditors, and providing expert advice to senior Risk Management and Model Development teams. **

Job Summary

  • This role serves as a Group-level expert responsible for overseeing regulatory credit risk models including IRB and IFRS 9.
  • The position requires direct interaction with the ECB and external auditors during on-site inspections and internal model investigations.
  • Candidates will exercise independent technical judgement while advising and challenging senior Risk Management teams on methodology and supervisory expectations.

Matching Summary

Match Score: 75

** The job posting is for a Risk Model Oversight Expert at ING, focusing on regulatory credit risk models, including IRB and IFRS 9. The role involves oversight of model changes, interactions with the ECB and external auditors, and providing expert advice to senior Risk Management and Model Development teams. **

Salary

Not specified; 13th month salary included; 8% Holiday payment included

Skills & Requirements

Must-have

  • 6-12 years credit risk modelling experience
  • Expertise in IRB and IFRS 9 frameworks
  • Group-level regulatory model oversight
  • Experience with ECB on-site inspections
  • Independent technical judgement on model risk

Nice-to-have

  • Strong quantitative and statistical command
  • Confident communication with senior stakeholders
  • Collaborative international team environment
  • Ability to translate regulations into policy

Key Requirements

  • Master's degree required
  • 6-12 years of experience in credit risk modelling or supervision
  • Deep understanding of capital requirements regulation and model risk frameworks

Work Rights

Not specified

Tailored Resume

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